Forward, backward, and symmetric solutions of discrete ARMA representations (Q5957035)
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scientific article; zbMATH DE number 1713993
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| English | Forward, backward, and symmetric solutions of discrete ARMA representations |
scientific article; zbMATH DE number 1713993 |
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Forward, backward, and symmetric solutions of discrete ARMA representations (English)
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28 February 2002
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The main purpose of the paper is to derive a closed formula for the forward, backward and symmetric solution of a general ARMA representation. This formula is easily implemented in a computer algorithm.
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discrete-time systems
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backward solution
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closed formula
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symmetric solution
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ARMA representation
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0.8779429793357849
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0.8779429793357849
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0.7565332055091858
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0.7378332614898682
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0.7339732646942139
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